510x Filetype PPTX File size 0.45 MB Source: www.ldeo.columbia.edu
Syllabus
Lecture 01 Describing Inverse Problems
Lecture 02 Probability and Measurement Error, Part 1
Lecture 03 Probability and Measurement Error, Part 2
Lecture 04 The L Norm and Simple Least Squares
2
Lecture 05 A Priori Information and Weighted Least Squared
Lecture 06 Resolution and Generalized Inverses
Lecture 07 Backus-Gilbert Inverse and the Trade Off of Resolution and Variance
Lecture 08 The Principle of Maximum Likelihood
Lecture 09 Inexact Theories
Lecture 10 Nonuniqueness and Localized Averages
Lecture 11 Vector Spaces and Singular Value Decomposition
Lecture 12 Equality and Inequality Constraints
Lecture 13 L , L Norm Problems and Linear Programming
1 ∞
Lecture 14 Nonlinear Problems: Grid and Monte Carlo Searches
Lecture 15 Nonlinear Problems: Newton’s Method
Lecture 16 Nonlinear Problems: Simulated Annealing and Bootstrap Confidence Intervals
Lecture 17 Factor Analysis
Lecture 18 Varimax Factors, Empircal Orthogonal Functions
Lecture 19 Backus-Gilbert Theory for Continuous Problems; Radon’s Problem
Lecture 20 Linear Operators and Their Adjoints
Lecture 21 Fréchet Derivatives
Lecture 22 Exemplary Inverse Problems, incl. Filter Design
Lecture 23 Exemplary Inverse Problems, incl. Earthquake Location
Lecture 24 Exemplary Inverse Problems, incl. Vibrational Problems
Purpose of the Lecture
Introduce Newton’s Method
Generalize it to an Implicit Theory
Introduce the Gradient Method
Part 1
Newton’s Method
grid search
Monte Carlo Method
are completely undirected
alternative
take directions from the
local properties
of the error function E(m)
Newton’s Method
(p)
start with a guess m
(p)
near m , approximate E(m) as a parabola and
find its minimum
set new guess to this value and iterate
no reviews yet
Please Login to review.